soa: SOA Group Medical Insurance Large Claims Database
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
soa R Documentation
SOA Group Medical Insurance Large Claims Database
Description
The SOA Group Medical Insurance Large Claims Database records, among others, all the claim amounts exceeding 25,000 USD in the year 1991.
Usage
data("soa")
Format
A data frame with 75789 observations on the following variable:
sizeClaim size (in USD).
Author(s)
This dataset comes from the package ReIns (written by Tom Reynkens, Roel Verbelen, Anastasios Bardoutsos, Dries Cornilly, Yuri Goegebeur, Klaus Herrmann).
Source
Grazier, K. L. and G'Sell Associates (1997). Group Medical Insurance Large Claims Database Collection and Analysis. SOA Monograph M-HB97-1, Society of Actuaries, Schaumburg.
Society of Actuaries, https://www.soa.org/resources/experience-studies/2000-2004/91-92-group-medical-claims/.
References
Beirlant J., Goegebeur Y., Segers, J. and Teugels, J. (2004). Statistics of Extremes: Theory and Applications, Wiley Series in Probability, Wiley, Chichester.
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.
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| soa | R Documentation |
SOA Group Medical Insurance Large Claims Database
Description
The SOA Group Medical Insurance Large Claims Database records, among others, all the claim amounts exceeding 25,000 USD in the year 1991.
Usage
data("soa")Format
A data frame with 75789 observations on the following variable:
sizeClaim size (in USD).
Author(s)
This dataset comes from the package ReIns (written by Tom Reynkens, Roel Verbelen, Anastasios Bardoutsos, Dries Cornilly, Yuri Goegebeur, Klaus Herrmann).
Source
Grazier, K. L. and G'Sell Associates (1997). Group Medical Insurance Large Claims Database Collection and Analysis. SOA Monograph M-HB97-1, Society of Actuaries, Schaumburg. Society of Actuaries, https://www.soa.org/resources/experience-studies/2000-2004/91-92-group-medical-claims/.
References
Beirlant J., Goegebeur Y., Segers, J. and Teugels, J. (2004). Statistics of Extremes: Theory and Applications, Wiley Series in Probability, Wiley, Chichester.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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